Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49306.68 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45245.14 Kr¶

PnL: ---------------------------------------> 189.14 Kr¶

DD now: ---------------------------------> -7.179 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:30:59.731117'

Anic Portfolio¶

This Week¶

Return: 0.022 %¶

Total portfolio value¶

Return including deposits: 61.442 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.160000 1670.400000 201.400000 13.710000 1468.999998
Orrön Energy 180 -1.430000 2170.800000 127.800000 6.260000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
Sedana Medical 93 -4.050000 2553.780000 32.780000 1.300000 2521.000011
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
Platzer Fastigheter Holding B 12 -3.060000 988.800000 27.800000 2.890000 960.999996
OX2 13 1.840000 972.400000 22.400000 2.360000 949.999999
Bilia A 8 -0.090000 915.200000 15.200000 1.690000 900.000000
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
BioGaia B 8 -1.520000 936.000000 6.000000 0.650000 930.000000
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
Byggmax Group 33 -1.900000 955.020000 -0.980000 -0.100000 956.000001
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
ASSA ABLOY B 3 -0.960000 772.200000 -6.800000 -0.870000 779.000001
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
INVISIO 16 1.550000 3672.000000 -17.000000 -0.460000 3689.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Addnode Group B 11 -0.370000 898.700000 -22.300000 -2.420000 921.000003
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
SKF B 5 -0.680000 912.000000 -28.000000 -2.980000 940.000000
Indutrade 5 -0.670000 1182.000000 -36.000000 -2.960000 1218.000000
Latour B 4 -0.780000 809.600000 -47.400000 -5.530000 857.000000
Vitec Software Group B 2 -2.740000 1030.000000 -57.000000 -5.240000 1087.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
Hexagon B 26 -1.890000 3368.300000 -92.700000 -2.680000 3461.000010
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45252.550000 196.550000 -7.16535% 45056.000411

Updated:¶

'2023-07-05 13:30:20.646520'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶